When doing this:
curl -fsSL https://download.docker.com/linux/ubuntu/gpg | sudo apt-key add -
Error looks like this:
Warning: apt-key is deprecated. Manage keyring files in trusted.gpg.d instead (see apt-key(8)).
This works:
curl -fsSL https://download.docker.com/linux/ubuntu/gpg | sudo apt-key --keyring /etc/apt/trusted.gpg.d/docker-apt-key.gpg add